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Some partial orderings which compare probability distributions with the expo- nential distribution, are found to be very useful to understand the phenomenon of ageing. Here, we introduce some new generalized partial orderings which de-…

Applications · Statistics 2014-10-09 Asok K. Nanda , Nil Kamal Hazra , D. K. Al-Mutairi , M. E. Ghitany

The relative ageing is an important notion which is useful to measure how a system ages relative to another one. Among all existing stochastic orders, there are two important orders describing the relative ageing of two systems, namely,…

Applications · Statistics 2019-06-25 Nil Kamal Hazra , Neeraj Misra

We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…

Statistics Theory · Mathematics 2009-10-05 Yaming Yu

We study the problem of comparing ageing patterns of the lifetime of k-out-of-n systems. Mathematically, this reduces to being able to decide about a stochastic ordering relationship between different order statistics. We discuss such…

Methodology · Statistics 2020-06-04 Tommaso Lando , Idir Arab , Paulo Eduardo Oliveira

Relative ageing describes how a system ages with respect to another one. The ageing faster orders are the ones which compare the relative ageings of two systems. Here, we study ageing faster orders in the hazard and the reversed hazard…

Applications · Statistics 2019-06-21 Nil Kamal Hazra , Neeraj Misra

The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional…

Statistics Theory · Mathematics 2023-03-08 Lutz Duembgen , Alexandre Moesching

In this paper, we study stochastic ordering results between two finite mixtures with single and multiple outliers, assuming subpopulations follow general exponentiated location-scale distributions. For single-outlier mixtures, several…

Statistics Theory · Mathematics 2025-11-04 Raju Bhakta , Kaushik Gupta , Ghobad Saadat Kia , Suchandan Kayal

We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are…

Applications · Statistics 2018-12-11 Maxim Finkelstein , Nil Kamal Hazra

The concept of "stochastic precedence" between two real-valued random variables has often emerged in different applied frameworks. In this paper we consider a slightly more general, and completely natural, concept of stochastic precedence…

Probability · Mathematics 2015-06-17 Emilio De Santis , Fabio Fantozzi , Fabio Spizzichino

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Probability · Mathematics 2011-02-22 Davide Borrello

The purpose of this paper is to introduce, study and analyze a new stochastic order which lies in the framework of the mean residual life and the combination convexity orders. Several preservation properties of the new order under…

Methodology · Statistics 2015-01-08 M. Kayid , S. Izadkhah , H. Alhalees

In this paper, we have obtained conditions on parameters that result in dispersive ordering and star ordering among two unequal sets of random variables from Proportional hazard rate and Proportional reversed hazard rate family of…

Statistics Theory · Mathematics 2020-03-02 Madhurima Datta , Nitin Gupta

A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…

Risk Management · Quantitative Finance 2010-10-26 Georg Mainik , Ludger Rüschendorf

This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…

Probability · Mathematics 2008-06-24 Lasse Leskelä

In this paper, we investigate various stochastic orderings for series and parallel systems with independent and heterogeneous components having lifetimes following the proportional odds model. We also investigate comparisons between system…

Statistics Theory · Mathematics 2020-07-28 Pradip Kundu , Nil Kamal Hazra , Asok K. Nanda

The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…

Statistics Theory · Mathematics 2021-04-20 Sangita Das , Suchandan Kayal

The distribution of age-ordered frequencies arising from an exchangeable Gibbs partition is studied in relation with the distribution of the positions at which new mutations appear in a sample.

Probability · Mathematics 2007-07-10 Robert C. Griffiths , Dario Spanó

Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…

We study the stochastic dynamics of coupled states with transition probabilities depending on local persistence, this is, the time since a state has changed. When the population has a preference to adopt older states the system orders…

Physics and Society · Physics 2016-03-22 Toni Pérez , Konstantin Klemm , Víctor M. Eguíluz

The Gompertz-Makeham distribution, which is used commonly to represent lifetimes based on laws of mortality, is one of the most popular choices for mortality modelling in the field of actuarial science. This paper investigates ordering…

Applications · Statistics 2019-12-10 Amarjit Kundu , Shovan Chowdhury , Narayanaswamy Balakrishnan
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